-54.5%
GTLB vs IBB
+40.6%
-95.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +0.9% |
| 7D | -9.6% | -1.4% | -8.3% | -8.3% |
| 30D | -15.5% | +6.8% | -22.3% | -21.9% |
| 3M | +12.4% | +9.2% | +3.2% | -0.4% |
| 6M | +84.6% | +28.3% | +56.2% | +31.7% |
| YTD | +26.1% | +29.4% | -3.3% | -13.0% |
| 1Y | +1.7% | +33.2% | -31.5% | -33.3% |
| 3Y | +6.1% | +90.2% | -84.1% | -62.9% |
| 5Y | -61.1% | +44.0% | -105.1% | -77.9% |
| All | -54.5% | +40.6% | -95.0% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling